Black-Scholes Option Pricing Equation is widely accepted in industry, in this post, I'd like to dive into a guide  on how to implement BS equation in Python. BS formula to calculate EURO call Option: $C = S * N\left ( d1 \right ) - K * e^{-r*t} * N\left ( d2 \right )$ C : price of the European call option , r : risk free rate, t : time to maturity S : Spot price , K: Strike price, $N\left ( dx \right )$ : cumulative distribution function of the standard normal distribution $$d1 Read more [...]